Results 11 to 20 of about 478,176 (203)
Pressacademia, 2020 Purpose- The purpose of this study is to investigate whether there is an asymmetric relationship between economic growth and unemployment in Turkey. Methodology- In assessing this relationship, quarterly unemployment rate and GDP data for the period ...
Semra Boğa
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Hidden panel cointegration [PDF]
Journal of King Saud University - Science, 2011 This article extends the seminal work of Granger and Yoo (2002) on hidden cointegration to panel data analysis. It shows how cumulative negative and positive changes can be constructed for each panel variable.
A. Hatemi-J
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SSRN Electronic Journal, 2002 Possibly hitherto unnoticed cointegrating relationships among integrated components of data series are identified. If the components are cointegrated, the data are said to ahve hidden cointegration. The implication of hidden cointegration on modeling data series themselves is discussed throughwhat we call crouching error correction models. We show that
Gawon Yoon
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Fiscaoeconomia, 2023 Bir hükümet ekonomiyi yönetmek ve ülkedeki refah koşullarını yukarı çekmek için ekonomi politikaları uygular. Bir ülkedeki işgücüne üretken alanlar sağlamak da yine ekonomi politikası yapıcılarının öncelikli hedeflerinden birisidir.
U. Yıldırım, Özgür Engeloğlu
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Çukurova Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 2023 Enerji, ilk dönemlerden beri insanoğlunun ele aldığı temel faktörlerden biri olmuştur. Sanayi devrimiyle birlikte önemi artmış ve ülkelerin sanayileşmesinde önemli rol oynamıştır. Sürdürülebilir büyümenin temel kaynaklarından biri olan enerji, geleneksel
Servet Kapçak
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Oil prices and the US effective exchange rate: A hidden cointegration analysis
Economics and Business Letters, 2016 AbstractWe investigate the long-run relationship between the US Dollar effective exchange and the oil prices (wti) over the period from January 1986 to August 2014. We allow for the relationship to be nonlinear by employing the hidden cointegration technique of Granger and Yoon (2002) and Schorderet (2004).
P. Rafailidis, C. Katrakilidis
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Ekoist: Journal of Econometrics and StatisticsThis study reveals the relationship between stock markets and interest rates. In this study, the Borsa Istanbul-100 Index (BIST-100) is used to represent the stock market, and the Turkish Lira Overnight Reference Rate (TLREF) is used to represent the interest rate. To investigate the relationship between the series, daily data between 28.12.2018- 20.10.
Onur Şeyranlıoğlu +2 more
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İstanbul İktisat Dergisi, 2023 Free zones, which are implemented as a development policy on the basis of the objectives of increasing exports, investments, and employment, facilitating imports, contributing to domestic production, ensuring technology transfer, and balancing regional ...
Müge Seda Ateş +3 more
doaj +2 more sources
IEEE AccessForecasting multivariate time series is difficult because such data often show non-stationarity, autocorrelation, and structural shifts. An added challenge is cointegration, where variables share hidden long-term synchronization trends even if they move ...
Vishwambhar Pathak +3 more
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Correction to: Healthcare expenditure and carbon footprint in the USA: evidence from hidden cointegration approach [PDF]
The European Journal of Health Economics, 2020 M. Gündüz
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